Am I missing something here?

Ballads of the Great War surely means, or implies, ballads of, or from that time.

"Ballad of the Great War 1917; broadcast 11 November 2017

Original music by John Tams, Julie Matthews, Jez Lowe, Jim Boyes, Sean Cooney, Karine Polwart and Ray Hearne intertwined with tales of the war.

Other contributors; Bob Fox, Sam Kelly, Olivia Chaney, Kris Drever, Barry Coope, John McCusker.

Now as NONE of the above were "of" that time then surely they are only capable of writing modernist songs about the First World War.